Quantbot Technologies Portfolio holdings
Quantbot Technologies runs computer-driven trading strategies, buying and selling stocks long and short and holding positions from a few seconds to a few days. The firm was founded in 2009 and also trades options, swaps and futures. It is hired to manage money for private funds, whose investors are institutional investors, high net worth individuals and employees. Paul White is its president and chief executive, and Ashar Mahboob is its chief investment officer.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$2.19M |
| 2 |
McDonald's
MCD
|
+$1.9M |
| 3 |
VIAB
Viacom Inc. Class B
VIAB
|
+$1.72M |
| 4 |
PepsiCo
PEP
|
+$1.56M |
| 5 |
Morgan Stanley
MS
|
+$1.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$4.61M |
| 2 |
Walmart Inc
WMT
|
+$2.4M |
| 3 |
Occidental Petroleum
OXY
|
+$2.39M |
| 4 |
Medtronic
MDT
|
+$2.37M |
| 5 |
Walt Disney
DIS
|
+$2.21M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 15.56% |
| 2 | Industrials | 12.43% |
| 3 | Consumer Discretionary | 11.46% |
| 4 | Technology | 11.14% |
| 5 | Energy | 11.01% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
TCF
226
DELISTED
TCF Financial Corporation
TCF
| $217K | 0.13% |
15,200
+14,232
| +1,470% | +$212K |
2013 Q2
1 quarter
|
|
|
HSH
227
DELISTED
HILLSHIRE BRANDS CO
HSH
| $215K | 0.13% |
7,000
+3,588
| +105% | +$119K |
2013 Q2
1 quarter
|
|
228
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $215K | 0.13% |
3,700
-9,645
| -72% | -$575K |
2013 Q2
1 quarter
|
|
229
Arch Capital
ACGL
$35.7B
| $211K | 0.13% |
+11,700
| New | +$209K |
2013 Q3
0 quarters
|
|
230
CMS Energy
CMS
$22.1B
| $210K | 0.13% |
+7,989
| New | +$217K |
2013 Q3
0 quarters
|
|
231
Barrick Mining
B
$61.2B
| $210K | 0.13% |
+11,300
| New | +$199K |
2013 Q3
0 quarters
|
|
232
Donaldson
DCI
$10B
| $209K | 0.13% |
5,500
+4,900
| +817% | +$181K |
2013 Q2
1 quarter
|
|
233
Delek US
DK
$4.15B
| $209K | 0.13% |
9,947
+6,947
| +232% | +$184K |
2013 Q2
1 quarter
|
|
234
Signet Jewelers
SIG
$4.37B
| $209K | 0.13% |
+2,930
| New | +$208K |
2013 Q3
0 quarters
|
|
235
DELISTED
Telefonica
TEF
| $207K | 0.13% |
18,262
+4,498
| +33% | +$46.5K |
2013 Q2
1 quarter
|
|
|
DISH
236
DELISTED
DISH Network Corp.
DISH
| $207K | 0.13% |
+4,621
| New | +$208K |
2013 Q3
0 quarters
|
|
237
Service Corp International
SCI
$10.2B
| $206K | 0.13% |
+11,100
| New | +$206K |
2013 Q3
0 quarters
|
|
|
QLIK
238
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $204K | 0.13% |
+5,971
| New | +$196K |
2013 Q3
0 quarters
|
|
239
AXIS Capital
AXS
$7.8B
| $203K | 0.13% |
4,700
-2,700
| -36% | -$119K |
2013 Q2
1 quarter
|
|
240
Kimco Realty
KIM
$17B
| $203K | 0.13% |
+10,100
| New | +$215K |
2013 Q3
0 quarters
|
|
241
ON Semiconductor
ON
$27.7B
| $202K | 0.13% |
+27,800
| New | +$213K |
2013 Q3
0 quarters
|
|
242
Patterson-UTI
PTEN
$4.16B
| $202K | 0.13% |
9,483
+2,069
| +28% | +$42.5K |
2013 Q2
1 quarter
|
|
243
Arthur J. Gallagher & Co
AJG
$72.6B
| $200K | 0.12% |
+4,600
| New | +$202K |
2013 Q3
0 quarters
|
|
244
NRG Energy
NRG
$20.4B
| $200K | 0.12% |
7,347
-16,668
| -69% | -$450K |
2013 Q2
1 quarter
|
|
245
Intercontinental Exchange
ICE
$100B
| $199K | 0.12% |
5,500
-5,500
| -50% | -$199K |
2013 Q2
1 quarter
|
|
246
Dover
DOV
$27.9B
| $197K | 0.12% |
3,282
+1,046
| +47% | +$60.3K |
2013 Q2
1 quarter
|
|
247
Boston Scientific
BSX
$64.3B
| $194K | 0.12% |
+16,600
| New | +$180K |
2013 Q3
0 quarters
|
|
248
Lumen Technologies, Inc. Common Stock
LUMN
$4.22B
| $194K | 0.12% |
6,200
-26,230
| -81% | -$893K |
2013 Q2
1 quarter
|
|
|
XLS
249
DELISTED
EXELIS INC COM STK
XLS
| $192K | 0.12% |
+13,096
| New | +$183K |
2013 Q3
0 quarters
|
|
|
MBT
250
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $192K | 0.12% |
+8,655
| New | +$178K |
2013 Q3
0 quarters
|
|
Similar funds
Quantbot Technologies's Q3 2013 Portfolio in Review
As of Q3 2013, Quantbot Technologies held 1,003 positions worth $161M, down 15% from $191M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantbot Technologies withdrew a net $33.6M in Q3 2013, closing 252 positions and reducing 142 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $4.61M position sold in full.
By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 11% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, Quantbot Technologies opened a new position in McDonald's worth $1.87M.
- Quantbot Technologies's largest Q3 2013 buy was McDonald's: 19,415 shares worth $1.87M.
- Quantbot Technologies added most to Bank of America in Q3 2013, an estimated $2.19M increase.
- Quantbot Technologies's biggest Q3 2013 reduction was Walt Disney, cutting an estimated $2.21M.
- Quantbot Technologies fully exited State Street SPDR S&P 500 ETF Trust in Q3 2013, selling an estimated $4.61M.
- Quantbot Technologies's ten largest holdings make up 12% of its $161M portfolio in Q3 2013.
- Quantbot Technologies opened 516 new positions and closed 252 in Q3 2013.
- Quantbot Technologies's portfolio value fell 15% quarter-over-quarter to $161M.
Based on Quantbot Technologies's 13F filing for Q3 2013, filed 28 Oct 2013.